+105.3%
FAST vs VO
+32.6%
+72.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +2.1% | -2.6% | +4.6% | +4.2% |
| 30D | +6.9% | -0.9% | +7.8% | +7.6% |
| 3M | +4.8% | -3.0% | +7.8% | +7.4% |
| 6M | +19.8% | +2.2% | +17.6% | +17.4% |
| YTD | +34.9% | +10.6% | +24.3% | +24.0% |
| 1Y | +32.8% | +12.5% | +20.3% | +20.3% |
| 3Y | +93.7% | +61.4% | +32.4% | +30.3% |
| All | +105.3% | +32.6% | +72.7% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling